+116.1%
PG vs SO
+159.0%
-42.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | -0.8% | -1.1% | +0.3% | -0.3% |
| 30D | +0.8% | -5.0% | +5.8% | +3.2% |
| 3M | -1.3% | -5.8% | +4.4% | +1.4% |
| 6M | -3.8% | -7.9% | +4.1% | -0.2% |
| YTD | +3.6% | +2.4% | +1.2% | +2.1% |
| 1Y | -5.7% | -2.3% | -3.5% | -5.2% |
| 3Y | +1.6% | +41.9% | -40.3% | -14.8% |
| 5Y | +14.6% | +58.1% | -43.4% | -9.5% |
| All | +116.1% | +159.0% | -42.8% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling